DNLI vs. LLY
DNLI (Denali Therapeutics Inc.) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — DNLI in Biotechnology, LLY in Drug Manufacturers - General. Over the past 5 years, DNLI returned -19.54%/yr vs 37.87%/yr for LLY. At a 0.20 correlation, their price movements are largely independent.
Performance
DNLI vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, DNLI achieves a 50.03% return, which is significantly higher than LLY's 3.36% return.
DNLI
- 1D
- 2.99%
- 1M
- 32.89%
- YTD
- 50.03%
- 6M
- 47.35%
- 1Y
- 81.86%
- 3Y*
- -5.03%
- 5Y*
- -19.54%
- 10Y*
- —
LLY
- 1D
- 0.45%
- 1M
- 3.95%
- YTD
- 3.36%
- 6M
- 3.66%
- 1Y
- 44.67%
- 3Y*
- 35.08%
- 5Y*
- 37.87%
- 10Y*
- 33.14%
DNLI vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNLI Denali Therapeutics Inc. | 50.03% | -18.99% | -5.03% | -22.83% | -37.65% | -46.75% | 380.83% | -15.68% | 32.10% | -27.42% |
LLY Eli Lilly and Company | 3.36% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | -1.64% |
Correlation
The correlation between DNLI and LLY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2017 | 0.20 |
Fundamentals
DNLI:
$4.62B
LLY:
$991.83B
DNLI:
-$2.88
LLY:
$28.14
DNLI:
4.99
LLY:
31.79
DNLI:
$0.00
LLY:
$72.25B
DNLI:
-$2.87M
LLY:
$59.75B
DNLI:
-$526.60M
LLY:
$32.97B
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Return for Risk
DNLI vs. LLY — Risk / Return Rank
DNLI
LLY
DNLI vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Denali Therapeutics Inc. (DNLI) and Eli Lilly and Company (LLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DNLI | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 1.94 | +2.08 |
| Martin ratioReturn relative to average drawdown | 7.97 | 4.84 | +3.13 |
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Drawdowns
DNLI vs. LLY - Drawdown Comparison
The maximum DNLI drawdown since its inception was -87.74%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for DNLI and LLY.
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Drawdown Indicators
| DNLI | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.74% | -68.24% | -19.50% |
Max Drawdown (1Y)Largest decline over 1 year | -20.49% | -23.18% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -63.68% | -34.48% | -29.20% |
Max Drawdown (5Y)Largest decline over 5 years | -85.38% | -34.48% | -50.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -73.53% | -4.64% | -68.89% |
Average DrawdownAverage peak-to-trough decline | -51.61% | -19.20% | -32.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.31% | 9.26% | +1.05% |
Volatility
DNLI vs. LLY - Volatility Comparison
Denali Therapeutics Inc. (DNLI) has a higher volatility of 14.88% compared to Eli Lilly and Company (LLY) at 8.54%. This indicates that DNLI's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DNLI | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.88% | 8.54% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 41.18% | 26.85% | +14.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.29% | 37.83% | +19.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.51% | 32.45% | +30.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.13% | 30.20% | +34.93% |
Dividends
DNLI vs. LLY - Dividend Comparison
DNLI has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNLI Denali Therapeutics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.58% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
DNLI vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Denali Therapeutics Inc. and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DNLI and LLY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DNLI has higher volatility (14.88%) compared to LLY (8.54%). In terms of maximum drawdown, DNLI dropped -87.74% vs LLY's -68.24%.
DNLI currently has the higher Sharpe Ratio (1.44 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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